Dataset statistics
| Number of variables | 10 |
|---|---|
| Number of observations | 236010 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 16.4 MiB |
| Average record size in memory | 73.0 B |
Variable types
| Boolean | 1 |
|---|---|
| Numeric | 9 |
Won is highly correlated with Price | High correlation |
Price is highly correlated with Won and 1 other fields | High correlation |
Coupon is highly correlated with Sensitivity and 1 other fields | High correlation |
Notional is highly correlated with Maturity | High correlation |
Maturity is highly correlated with Notional | High correlation |
Sensitivity is highly correlated with Coupon and 1 other fields | High correlation |
Liquidity is highly correlated with Price and 2 other fields | High correlation |
Complexity is highly correlated with ParticipantCount | High correlation |
ParticipantCount is highly correlated with Complexity | High correlation |
Won is highly correlated with Price | High correlation |
Price is highly correlated with Won | High correlation |
Coupon is highly correlated with Sensitivity and 2 other fields | High correlation |
Notional is highly correlated with Maturity | High correlation |
Maturity is highly correlated with Notional | High correlation |
Sensitivity is highly correlated with Coupon and 1 other fields | High correlation |
Liquidity is highly correlated with Coupon and 1 other fields | High correlation |
Complexity is highly correlated with ParticipantCount | High correlation |
ParticipantCount is highly correlated with Coupon and 1 other fields | High correlation |
Won is highly correlated with Price | High correlation |
Price is highly correlated with Won | High correlation |
Notional is highly correlated with Maturity | High correlation |
Maturity is highly correlated with Notional | High correlation |
Sensitivity is highly correlated with Liquidity | High correlation |
Liquidity is highly correlated with Sensitivity | High correlation |
Won is highly correlated with Price | High correlation |
Price is highly correlated with Won and 1 other fields | High correlation |
Coupon is highly correlated with Notional and 4 other fields | High correlation |
Notional is highly correlated with Coupon and 3 other fields | High correlation |
Maturity is highly correlated with Coupon and 1 other fields | High correlation |
Sensitivity is highly correlated with Coupon and 3 other fields | High correlation |
Liquidity is highly correlated with Price and 3 other fields | High correlation |
Complexity is highly correlated with ParticipantCount | High correlation |
ParticipantCount is highly correlated with Coupon and 4 other fields | High correlation |
Liquidity has 32072 (13.6%) zeros | Zeros |
Reproduction
| Analysis started | 2022-03-16 19:22:01.307434 |
|---|---|
| Analysis finished | 2022-03-16 19:22:21.947854 |
| Duration | 20.64 seconds |
| Software version | pandas-profiling v3.1.0 |
| Download configuration | config.json |
| Distinct | 2 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 230.6 KiB |
| False | |
|---|---|
| True |
| Value | Count | Frequency (%) |
| False | 151002 | |
| True | 85008 |
| Distinct | 236005 |
|---|---|
| Distinct (%) | > 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 159.9922012 |
| Minimum | 0.09008691816 |
|---|---|
| Maximum | 638.4642916 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | 0.09008691816 |
|---|---|
| 5-th percentile | 90.4207775 |
| Q1 | 120.7212158 |
| median | 141.2023656 |
| Q3 | 174.9049726 |
| 95-th percentile | 306.5616721 |
| Maximum | 638.4642916 |
| Range | 638.3742047 |
| Interquartile range (IQR) | 54.18375684 |
Descriptive statistics
| Standard deviation | 71.85503254 |
|---|---|
| Coefficient of variation (CV) | 0.4491158444 |
| Kurtosis | 8.298806147 |
| Mean | 159.9922012 |
| Median Absolute Deviation (MAD) | 25.52098857 |
| Skewness | 2.533063776 |
| Sum | 37759759.4 |
| Variance | 5163.145701 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 140.1260234 | 4 | < 0.1% |
| 139.860908 | 2 | < 0.1% |
| 137.3777409 | 2 | < 0.1% |
| 173.9895064 | 1 | < 0.1% |
| 529.9738444 | 1 | < 0.1% |
| 176.6197512 | 1 | < 0.1% |
| 199.9495711 | 1 | < 0.1% |
| 210.1060662 | 1 | < 0.1% |
| 266.6088562 | 1 | < 0.1% |
| 516.6035349 | 1 | < 0.1% |
| Other values (235995) | 235995 |
| Value | Count | Frequency (%) |
| 0.09008691816 | 1 | |
| 6.790401934 | 1 | |
| 12.18817621 | 1 | |
| 13.51227225 | 1 | |
| 14.81511103 | 1 | |
| 14.91694461 | 1 | |
| 15.8847162 | 1 | |
| 17.10328841 | 1 | |
| 17.37220357 | 1 | |
| 18.18466876 | 1 |
| Value | Count | Frequency (%) |
| 638.4642916 | 1 | |
| 626.1861957 | 1 | |
| 606.6207358 | 1 | |
| 603.7708043 | 1 | |
| 602.9921535 | 1 | |
| 599.1635825 | 1 | |
| 594.7193168 | 1 | |
| 594.0963713 | 1 | |
| 594.0255362 | 1 | |
| 593.7837998 | 1 |
| Distinct | 89665 |
|---|---|
| Distinct (%) | 38.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2.096170981 |
| Minimum | -83.46062463 |
|---|---|
| Maximum | 94.24758295 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 109208 |
| Negative (%) | 46.3% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | -83.46062463 |
|---|---|
| 5-th percentile | -30.56478433 |
| Q1 | -11.19184559 |
| median | 0.386449391 |
| Q3 | 15.28234032 |
| 95-th percentile | 37.86823414 |
| Maximum | 94.24758295 |
| Range | 177.7082076 |
| Interquartile range (IQR) | 26.47418591 |
Descriptive statistics
| Standard deviation | 20.4824959 |
|---|---|
| Coefficient of variation (CV) | 9.771386059 |
| Kurtosis | 0.1403806832 |
| Mean | 2.096170981 |
| Median Absolute Deviation (MAD) | 13.10631301 |
| Skewness | 0.2153492563 |
| Sum | 494717.3132 |
| Variance | 419.5326383 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| -0.247439888 | 12 | < 0.1% |
| 0.181337959 | 6 | < 0.1% |
| -3.990650511 | 6 | < 0.1% |
| -10.39174279 | 6 | < 0.1% |
| 48.17817242 | 6 | < 0.1% |
| 34.71070671 | 6 | < 0.1% |
| -0.129869935 | 6 | < 0.1% |
| 25.9344675 | 6 | < 0.1% |
| -21.44201489 | 6 | < 0.1% |
| -32.37297497 | 6 | < 0.1% |
| Other values (89655) | 235944 |
| Value | Count | Frequency (%) |
| -83.46062463 | 2 | |
| -77.73691394 | 2 | |
| -75.58669658 | 2 | |
| -72.84869373 | 2 | |
| -72.69142459 | 2 | |
| -72.41146579 | 2 | |
| -72.31560361 | 2 | |
| -71.81488318 | 2 | |
| -70.74059332 | 2 | |
| -70.57576856 | 2 |
| Value | Count | Frequency (%) |
| 94.24758295 | 2 | < 0.1% |
| 94.15481922 | 2 | < 0.1% |
| 92.4857167 | 2 | < 0.1% |
| 91.91096358 | 2 | < 0.1% |
| 90.19197689 | 6 | |
| 87.53919908 | 2 | < 0.1% |
| 87.48101484 | 2 | < 0.1% |
| 86.23035354 | 2 | < 0.1% |
| 85.87900096 | 6 | |
| 83.63088241 | 2 | < 0.1% |
| Distinct | 89664 |
|---|---|
| Distinct (%) | 38.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 5120.182618 |
| Minimum | 3.141090936 |
|---|---|
| Maximum | 30923.39528 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | 3.141090936 |
|---|---|
| 5-th percentile | 72.76703039 |
| Q1 | 2523.931183 |
| median | 4321.443461 |
| Q3 | 7014.272504 |
| 95-th percentile | 12472.32768 |
| Maximum | 30923.39528 |
| Range | 30920.25419 |
| Interquartile range (IQR) | 4490.341321 |
Descriptive statistics
| Standard deviation | 3739.134573 |
|---|---|
| Coefficient of variation (CV) | 0.7302736742 |
| Kurtosis | 1.273101675 |
| Mean | 5120.182618 |
| Median Absolute Deviation (MAD) | 2109.030974 |
| Skewness | 1.072787946 |
| Sum | 1208414300 |
| Variance | 13981127.36 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 3.141090936 | 12 | < 0.1% |
| 8166.012486 | 6 | < 0.1% |
| 9491.715773 | 6 | < 0.1% |
| 3128.584523 | 6 | < 0.1% |
| 15505.10218 | 6 | < 0.1% |
| 10240.32246 | 6 | < 0.1% |
| 17.41732405 | 6 | < 0.1% |
| 9782.364777 | 6 | < 0.1% |
| 3577.616245 | 6 | < 0.1% |
| 5101.328693 | 6 | < 0.1% |
| Other values (89654) | 235944 |
| Value | Count | Frequency (%) |
| 3.141090936 | 12 | |
| 3.151881273 | 2 | < 0.1% |
| 3.195984356 | 2 | < 0.1% |
| 3.261005846 | 2 | < 0.1% |
| 3.292207974 | 6 | |
| 3.302979187 | 6 | |
| 3.314775812 | 6 | |
| 3.317854251 | 6 | |
| 3.34489336 | 6 | |
| 3.347944096 | 2 | < 0.1% |
| Value | Count | Frequency (%) |
| 30923.39528 | 6 | |
| 27373.10615 | 2 | < 0.1% |
| 26926.64217 | 2 | < 0.1% |
| 26524.65757 | 2 | < 0.1% |
| 26448.62202 | 2 | < 0.1% |
| 26019.58531 | 2 | < 0.1% |
| 25460.38782 | 6 | |
| 25166.79487 | 2 | < 0.1% |
| 25101.07509 | 2 | < 0.1% |
| 24717.99854 | 6 |
| Distinct | 89663 |
|---|---|
| Distinct (%) | 38.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2148.467668 |
| Minimum | 3.140996773 |
|---|---|
| Maximum | 9261.68591 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | 3.140996773 |
|---|---|
| 5-th percentile | 67.91906854 |
| Q1 | 1132.880152 |
| median | 2029.793701 |
| Q3 | 3016.114807 |
| 95-th percentile | 4637.971819 |
| Maximum | 9261.68591 |
| Range | 9258.544913 |
| Interquartile range (IQR) | 1883.234655 |
Descriptive statistics
| Standard deviation | 1384.710505 |
|---|---|
| Coefficient of variation (CV) | 0.6445107485 |
| Kurtosis | 0.2645880859 |
| Mean | 2148.467668 |
| Median Absolute Deviation (MAD) | 939.606097 |
| Skewness | 0.5922370313 |
| Sum | 507059854.4 |
| Variance | 1917423.183 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 3.140996773 | 12 | < 0.1% |
| 46.81706859 | 6 | < 0.1% |
| 1662.824676 | 6 | < 0.1% |
| 2629.9654 | 6 | < 0.1% |
| 63.65486546 | 6 | < 0.1% |
| 4089.588097 | 6 | < 0.1% |
| 1831.769979 | 6 | < 0.1% |
| 1877.328474 | 6 | < 0.1% |
| 765.3599602 | 6 | < 0.1% |
| 1044.847146 | 6 | < 0.1% |
| Other values (89653) | 235944 |
| Value | Count | Frequency (%) |
| 3.140996773 | 12 | |
| 3.150680863 | 2 | < 0.1% |
| 3.199357512 | 2 | < 0.1% |
| 3.268486056 | 2 | < 0.1% |
| 3.276621001 | 6 | |
| 3.296875141 | 6 | |
| 3.313110625 | 6 | |
| 3.323904981 | 6 | |
| 3.326642949 | 2 | < 0.1% |
| 3.328925266 | 6 |
| Value | Count | Frequency (%) |
| 9261.68591 | 2 | |
| 9232.834124 | 2 | |
| 9131.36629 | 2 | |
| 8853.350601 | 2 | |
| 8769.922274 | 2 | |
| 8670.706935 | 2 | |
| 8631.830361 | 2 | |
| 8625.778481 | 2 | |
| 8420.425531 | 2 | |
| 8273.796563 | 2 |
| Distinct | 89665 |
|---|---|
| Distinct (%) | 38.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 7.190139414 |
| Minimum | -153.9884059 |
|---|---|
| Maximum | 180.9309226 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 77064 |
| Negative (%) | 32.7% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | -153.9884059 |
|---|---|
| 5-th percentile | -47.06635919 |
| Q1 | -3.084396446 |
| median | 5.302198074 |
| Q3 | 18.55417332 |
| 95-th percentile | 65.31909165 |
| Maximum | 180.9309226 |
| Range | 334.9193285 |
| Interquartile range (IQR) | 21.63856977 |
Descriptive statistics
| Standard deviation | 31.48103256 |
|---|---|
| Coefficient of variation (CV) | 4.378361914 |
| Kurtosis | 2.193242483 |
| Mean | 7.190139414 |
| Median Absolute Deviation (MAD) | 11.00476909 |
| Skewness | 0.3186246528 |
| Sum | 1696944.803 |
| Variance | 991.0554114 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| -0.268345373 | 12 | < 0.1% |
| 0.212272283 | 6 | < 0.1% |
| 12.23823791 | 6 | < 0.1% |
| -15.66913874 | 6 | < 0.1% |
| 107.766065 | 6 | < 0.1% |
| 74.48671586 | 6 | < 0.1% |
| -0.030776776 | 6 | < 0.1% |
| 48.83637528 | 6 | < 0.1% |
| 15.88238551 | 6 | < 0.1% |
| 29.07443635 | 6 | < 0.1% |
| Other values (89655) | 235944 |
| Value | Count | Frequency (%) |
| -153.9884059 | 2 | |
| -137.7386154 | 2 | |
| -137.3513853 | 2 | |
| -136.6938959 | 2 | |
| -136.1345874 | 2 | |
| -128.5053197 | 2 | |
| -127.781064 | 2 | |
| -127.4217548 | 2 | |
| -126.8511808 | 2 | |
| -125.5633078 | 2 |
| Value | Count | Frequency (%) |
| 180.9309226 | 2 | < 0.1% |
| 177.7946233 | 2 | < 0.1% |
| 174.5831972 | 2 | < 0.1% |
| 173.1464299 | 6 | |
| 172.9725672 | 2 | < 0.1% |
| 170.9555853 | 2 | < 0.1% |
| 168.7695064 | 2 | < 0.1% |
| 165.9114551 | 6 | |
| 163.4916331 | 2 | < 0.1% |
| 162.9393295 | 6 |
| Distinct | 158 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.5151730859 |
| Minimum | -92 |
|---|---|
| Maximum | 74 |
| Zeros | 32072 |
| Zeros (%) | 13.6% |
| Negative | 87296 |
| Negative (%) | 37.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | -92 |
|---|---|
| 5-th percentile | -26 |
| Q1 | -5 |
| median | 0 |
| Q3 | 6 |
| 95-th percentile | 25 |
| Maximum | 74 |
| Range | 166 |
| Interquartile range (IQR) | 11 |
Descriptive statistics
| Standard deviation | 14.74567722 |
|---|---|
| Coefficient of variation (CV) | 28.62276316 |
| Kurtosis | 2.857320104 |
| Mean | 0.5151730859 |
| Median Absolute Deviation (MAD) | 6 |
| Skewness | -0.41129248 |
| Sum | 121586 |
| Variance | 217.4349968 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 32072 | 13.6% |
| 5 | 12012 | 5.1% |
| 1 | 11916 | 5.0% |
| 4 | 9004 | 3.8% |
| 6 | 8642 | 3.7% |
| 2 | 8518 | 3.6% |
| 3 | 8356 | 3.5% |
| -1 | 8152 | 3.5% |
| -2 | 7272 | 3.1% |
| -3 | 6766 | 2.9% |
| Other values (148) | 123300 |
| Value | Count | Frequency (%) |
| -92 | 6 | |
| -89 | 2 | < 0.1% |
| -88 | 8 | |
| -87 | 4 | < 0.1% |
| -86 | 8 | |
| -85 | 4 | < 0.1% |
| -84 | 12 | |
| -81 | 2 | < 0.1% |
| -79 | 2 | < 0.1% |
| -78 | 2 | < 0.1% |
| Value | Count | Frequency (%) |
| 74 | 2 | < 0.1% |
| 71 | 4 | < 0.1% |
| 68 | 2 | < 0.1% |
| 67 | 10 | |
| 66 | 4 | < 0.1% |
| 65 | 14 | |
| 64 | 12 | |
| 63 | 10 | |
| 62 | 16 | |
| 61 | 22 |
| Distinct | 89665 |
|---|---|
| Distinct (%) | 38.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.5304514438 |
| Minimum | -81.12532545 |
|---|---|
| Maximum | 104.6758397 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 122028 |
| Negative (%) | 51.7% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | -81.12532545 |
|---|---|
| 5-th percentile | -34.52468058 |
| Q1 | -14.92465313 |
| median | -0.210811993 |
| Q3 | 12.90218881 |
| 95-th percentile | 36.10969547 |
| Maximum | 104.6758397 |
| Range | 185.8011652 |
| Interquartile range (IQR) | 27.82684194 |
Descriptive statistics
| Standard deviation | 21.15746084 |
|---|---|
| Coefficient of variation (CV) | -39.8857635 |
| Kurtosis | 0.0387266155 |
| Mean | -0.5304514438 |
| Median Absolute Deviation (MAD) | 13.95475632 |
| Skewness | 0.1690620277 |
| Sum | -125191.8452 |
| Variance | 447.638149 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0.18617784 | 12 | < 0.1% |
| 0.045648976 | 6 | < 0.1% |
| -7.036025526 | 6 | < 0.1% |
| -21.17461496 | 6 | < 0.1% |
| -43.93702146 | 6 | < 0.1% |
| -4.514642178 | 6 | < 0.1% |
| 0.073828691 | 6 | < 0.1% |
| -27.09145126 | 6 | < 0.1% |
| -3.662263602 | 6 | < 0.1% |
| -17.92932328 | 6 | < 0.1% |
| Other values (89655) | 235944 |
| Value | Count | Frequency (%) |
| -81.12532545 | 6 | |
| -78.6313733 | 2 | < 0.1% |
| -77.42971891 | 2 | < 0.1% |
| -76.01453475 | 2 | < 0.1% |
| -74.87939294 | 2 | < 0.1% |
| -74.39364789 | 2 | < 0.1% |
| -73.62382643 | 2 | < 0.1% |
| -73.54127603 | 2 | < 0.1% |
| -72.90744747 | 2 | < 0.1% |
| -72.90002329 | 2 | < 0.1% |
| Value | Count | Frequency (%) |
| 104.6758397 | 2 | < 0.1% |
| 96.63939463 | 2 | < 0.1% |
| 87.35427312 | 2 | < 0.1% |
| 87.23820711 | 2 | < 0.1% |
| 84.64044863 | 2 | < 0.1% |
| 82.91686083 | 2 | < 0.1% |
| 82.23032383 | 2 | < 0.1% |
| 81.6123397 | 2 | < 0.1% |
| 80.32394802 | 2 | < 0.1% |
| 80.11096344 | 6 |
| Distinct | 125 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.47712385 |
| Minimum | 2 |
|---|---|
| Maximum | 135 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | 2 |
|---|---|
| 5-th percentile | 53 |
| Q1 | 68 |
| median | 72 |
| Q3 | 80 |
| 95-th percentile | 94 |
| Maximum | 135 |
| Range | 133 |
| Interquartile range (IQR) | 12 |
Descriptive statistics
| Standard deviation | 12.19338194 |
|---|---|
| Coefficient of variation (CV) | 0.1659480026 |
| Kurtosis | 1.359091409 |
| Mean | 73.47712385 |
| Median Absolute Deviation (MAD) | 7 |
| Skewness | -0.05913523861 |
| Sum | 17341336 |
| Variance | 148.6785631 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 70 | 29454 | 12.5% |
| 71 | 11482 | 4.9% |
| 74 | 8050 | 3.4% |
| 72 | 8044 | 3.4% |
| 73 | 7878 | 3.3% |
| 75 | 7780 | 3.3% |
| 76 | 7644 | 3.2% |
| 77 | 7278 | 3.1% |
| 78 | 7030 | 3.0% |
| 79 | 6456 | 2.7% |
| Other values (115) | 134914 |
| Value | Count | Frequency (%) |
| 2 | 2 | < 0.1% |
| 3 | 6 | |
| 7 | 2 | < 0.1% |
| 8 | 4 | |
| 11 | 2 | < 0.1% |
| 12 | 2 | < 0.1% |
| 14 | 8 | |
| 15 | 6 | |
| 16 | 2 | < 0.1% |
| 17 | 2 | < 0.1% |
| Value | Count | Frequency (%) |
| 135 | 2 | < 0.1% |
| 133 | 2 | < 0.1% |
| 131 | 14 | |
| 130 | 4 | < 0.1% |
| 129 | 2 | < 0.1% |
| 128 | 2 | < 0.1% |
| 127 | 6 | < 0.1% |
| 126 | 6 | < 0.1% |
| 124 | 12 | |
| 123 | 26 |
Country
Real number (ℝ≥0)
| Distinct | 9 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2.52860472 |
| Minimum | 1 |
|---|---|
| Maximum | 9 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.8 MiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 1 |
| median | 2 |
| Q3 | 3 |
| 95-th percentile | 7 |
| Maximum | 9 |
| Range | 8 |
| Interquartile range (IQR) | 2 |
Descriptive statistics
| Standard deviation | 1.970333416 |
|---|---|
| Coefficient of variation (CV) | 0.7792176453 |
| Kurtosis | 1.800481797 |
| Mean | 2.52860472 |
| Median Absolute Deviation (MAD) | 1 |
| Skewness | 1.620126281 |
| Sum | 596776 |
| Variance | 3.88221377 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=9)
| Value | Count | Frequency (%) |
| 1 | 86492 | |
| 2 | 80562 | |
| 3 | 21416 | 9.1% |
| 4 | 10638 | 4.5% |
| 5 | 9846 | 4.2% |
| 6 | 9344 | 4.0% |
| 7 | 8082 | 3.4% |
| 8 | 6178 | 2.6% |
| 9 | 3452 | 1.5% |
| Value | Count | Frequency (%) |
| 1 | 86492 | |
| 2 | 80562 | |
| 3 | 21416 | 9.1% |
| 4 | 10638 | 4.5% |
| 5 | 9846 | 4.2% |
| 6 | 9344 | 4.0% |
| 7 | 8082 | 3.4% |
| 8 | 6178 | 2.6% |
| 9 | 3452 | 1.5% |
| Value | Count | Frequency (%) |
| 9 | 3452 | 1.5% |
| 8 | 6178 | 2.6% |
| 7 | 8082 | 3.4% |
| 6 | 9344 | 4.0% |
| 5 | 9846 | 4.2% |
| 4 | 10638 | 4.5% |
| 3 | 21416 | 9.1% |
| 2 | 80562 | |
| 1 | 86492 |
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here. A simple visualization of nullity by column.
Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.
First rows
| Won | Price | Coupon | Notional | Maturity | Sensitivity | Liquidity | Complexity | ParticipantCount | Country | |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 173.989506 | 36.619581 | 7190.303746 | 5801.393623 | 12.861949 | -11 | 30.331649 | 74 | 1 |
| 1 | False | 154.434297 | -14.493572 | 3907.754648 | 3117.677959 | 6.632008 | 0 | 26.388674 | 75 | 2 |
| 2 | True | 140.306546 | -5.156848 | 1748.478438 | 1390.654047 | 1.066665 | 3 | 13.911858 | 73 | 3 |
| 3 | False | 136.185397 | 36.380886 | 2876.694033 | 2325.175004 | -10.913600 | 4 | -1.299865 | 100 | 6 |
| 4 | False | 122.707273 | 1.697044 | 2097.140765 | 1690.196841 | 9.976876 | 5 | -24.816807 | 69 | 3 |
| 5 | True | 184.950985 | 22.665973 | 9515.455096 | 2535.414520 | 44.538466 | -8 | -32.587171 | 62 | 7 |
| 6 | False | 124.534103 | -13.060869 | 10462.362080 | 2770.476943 | -26.546683 | 18 | -9.935466 | 68 | 2 |
| 7 | False | 154.383021 | 0.671142 | 7431.831181 | 1980.909118 | -2.613285 | 10 | -30.622396 | 56 | 2 |
| 8 | False | 121.444771 | -11.062128 | 7645.392635 | 2023.554527 | -31.970024 | 23 | -8.898941 | 64 | 4 |
| 9 | False | 129.678933 | 16.997186 | 7194.589100 | 1889.104131 | 31.091381 | -8 | 38.575082 | 87 | 7 |
Last rows
| Won | Price | Coupon | Notional | Maturity | Sensitivity | Liquidity | Complexity | ParticipantCount | Country | |
|---|---|---|---|---|---|---|---|---|---|---|
| 236000 | False | 116.069059 | 41.480771 | 3850.704554 | 3114.106088 | -4.297635 | 2 | -0.712307 | 92 | 1 |
| 236001 | False | 62.381892 | -15.126339 | 8591.074239 | 2261.757349 | -46.428716 | 31 | 11.851354 | 72 | 5 |
| 236002 | False | 116.192441 | 43.874783 | 3991.513800 | 3227.076297 | -4.134073 | -1 | 15.610462 | 89 | 1 |
| 236003 | False | 98.455993 | 12.937047 | 3924.798803 | 3172.093721 | 14.428476 | 4 | -37.476664 | 72 | 2 |
| 236004 | False | 161.135193 | -8.485388 | 1911.875348 | 516.721147 | 23.490229 | -28 | -9.843286 | 76 | 8 |
| 236005 | False | 94.503661 | -13.376048 | 1722.971234 | 456.919126 | -19.491149 | 4 | -8.022165 | 69 | 4 |
| 236006 | False | 140.714386 | -13.235499 | 4366.474719 | 3488.775163 | 8.640732 | -3 | 31.019047 | 73 | 1 |
| 236007 | False | 128.814415 | 3.916995 | 2709.458138 | 2176.133727 | 4.831354 | 1 | 2.553707 | 74 | 4 |
| 236008 | False | 102.134840 | -22.629776 | 4034.279716 | 3244.094919 | 28.659734 | 3 | -37.870611 | 51 | 1 |
| 236009 | False | 92.907265 | 6.313884 | 887.411363 | 708.376073 | -5.872988 | 5 | -6.891542 | 87 | 1 |